From dbfea9c7db1f27de8d0511a2a576ecf4669d588d Mon Sep 17 00:00:00 2001
From: Luis Fernando Molina <Luis-Fernando-Molina@users.noreply.github.com>
Date: Sat, 25 Jul 2020 20:04:59 +0200
Subject: [PATCH] Time Frames Filter

---
 MultiPeriodDaily.js  | 44 +++++++++++++++++++++++++++++++--
 MultiPeriodMarket.js | 58 +++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 99 insertions(+), 3 deletions(-)

diff --git a/MultiPeriodDaily.js b/MultiPeriodDaily.js
index 2d5e9741d..24d605d62 100644
--- a/MultiPeriodDaily.js
+++ b/MultiPeriodDaily.js
@@ -276,9 +276,19 @@
                 }
 
                 function timeFramesLoopBody() {
+
                     const timeFrame = global.dailyFilePeriods[n][0]
                     const timeFrameLabel = global.dailyFilePeriods[n][1]
 
+                    /* Check Time Frames Filter */
+                    if (bot.dailyTimeFrames !== undefined) {
+                        if (bot.dailyTimeFrames.includes(timeFrameLabel) === false) {
+                            /* We are not going to process this Time Frame */
+                            timeFramesControlLoop()
+                            return
+                        }
+                    }
+
                     if (processConfig.framework.validPeriods !== undefined) {
                         let validPeriod = false;
                         for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
@@ -417,8 +427,6 @@
                         }
 
                         function generateOutput() {
-                            const timeFrame = global.dailyFilePeriods[n][0]
-                            const timeFrameLabel = global.dailyFilePeriods[n][1]
 
                             indicatorOutputModule.start(
                                 dataFiles,
@@ -502,6 +510,38 @@
                     }
 
                     global.EVENT_SERVER_CLIENT.raiseEvent(key, 'Data Range Updated', event)
+                    writeTimeFramesFile(productCodeName, callBack)
+                }
+            }
+
+            function writeTimeFramesFile(productCodeName, callBack) {
+
+                let timeFramesArray = []
+                for (let n = 0; n < global.dailyFilePeriods.length; n++) {
+                    let timeFrameLabel = global.dailyFilePeriods[n][1]
+
+                    /* Check Time Frames Filter */
+                    if (bot.marketTimeFrames !== undefined) {
+                        if (bot.dailyTimeFrames.includes(timeFrameLabel) === true) {
+                            timeFramesArray.push(timeFrameLabel)
+                        }
+                    } else {
+                        timeFramesArray.push(timeFrameLabel)
+                    }
+                }
+
+                let fileContent = JSON.stringify(timeFramesArray)
+                let fileName = '/Time.Frames.json';
+                let filePath = bot.filePathRoot + "/Output/" + productCodeName + "/" + bot.process + fileName;
+
+                fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated)
+
+                function onFileCreated(err) {
+                    if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
+                        logger.write(MODULE_NAME, "[ERROR] start -> writeTimeFramesFiles -> onFileCreated -> err = " + err.stack)
+                        callBack(err)
+                        return
+                    }
                     callBack(global.DEFAULT_OK_RESPONSE)
                 }
             }
diff --git a/MultiPeriodMarket.js b/MultiPeriodMarket.js
index 3e29f55f7..02a35a702 100644
--- a/MultiPeriodMarket.js
+++ b/MultiPeriodMarket.js
@@ -7,6 +7,7 @@
     };
 
     let utilities = UTILITIES.newCloudUtilities(logger)
+    let fileStorage = FILE_STORAGE.newFileStorage(logger)
 
     let statusDependencies;
     let dataDependenciesModule;
@@ -31,6 +32,7 @@
     }
 
     function finalize() {
+        fileStorage = undefined
         dataFiles = undefined
         statusDependencies = undefined
         dataDependenciesModule = undefined
@@ -130,11 +132,65 @@
                     if (n < global.marketFilesPeriods.length) {
                         timeFramesLoopBody()
                     } else {
-                        writeStatusReport(callBackFunction)
+                        writeTimeFramesFiles(onTimeFrameFilesWritten)
+                        function onTimeFrameFilesWritten() {
+                            writeStatusReport(callBackFunction)
+                        }
                     }
                 }
             }
 
+            function writeTimeFramesFiles(callBack) {
+                let outputDatasetIndex = -1;
+                controlLoop()
+
+                function productLoopBody() {
+                    let productCodeName = bot.processNode.referenceParent.processOutput.outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
+                    writeTimeFramesFile(productCodeName, controlLoop)
+                }
+
+                function controlLoop() {
+                    outputDatasetIndex++
+                    if (outputDatasetIndex < bot.processNode.referenceParent.processOutput.outputDatasets.length) {
+                        productLoopBody()
+                    } else {
+                        callBack()
+                    }
+                }
+            }
+
+            function writeTimeFramesFile(productCodeName, callBack) {
+
+                let timeFramesArray = []
+                for (let n = 0; n < global.marketFilesPeriods.length; n++) {
+                    let timeFrameLabel = global.marketFilesPeriods[n][1]
+
+                    /* Check Time Frames Filter */
+                    if (bot.marketTimeFrames !== undefined) {
+                        if (bot.marketTimeFrames.includes(timeFrameLabel) === true) {
+                            timeFramesArray.push(timeFrameLabel)
+                        }
+                    } else {
+                        timeFramesArray.push(timeFrameLabel)
+                    }
+                }
+
+                let fileContent = JSON.stringify(timeFramesArray)
+                let fileName = '/Time.Frames.json';
+                let filePath = bot.filePathRoot + "/Output/" + productCodeName + "/" + bot.process + fileName;
+
+                fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated)
+
+                function onFileCreated(err) {
+                    if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
+                        logger.write(MODULE_NAME, "[ERROR] start -> writeTimeFramesFile -> onFileCreated -> err = " + err.stack)
+                        callBack(err)
+                        return
+                    }
+                    callBack()
+                }
+            }
+
             function writeStatusReport(callBack) {
                 let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Market"
                 let thisReport = statusDependencies.statusReports.get(reportKey)